The dynamic analysis and prediction of stock markets through the latent Markov model
Year of publication: |
2009
|
---|---|
Authors: | De Angelis, L ; Paas, L.J. |
Institutions: | VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics |
Subject: | Stock market pattern analysis | Regime-switching | Forecasting | Latent Markov model | Financial crises | Market stability periods |
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